+49.5%
EQT vs RF
+340.3%
-290.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.2% | -1.6% | +0.4% | -0.5% |
| 30D | +1.1% | -4.3% | +5.3% | +2.8% |
| 3M | +4.8% | +5.9% | -1.1% | +2.1% |
| 6M | -10.6% | +14.1% | -24.7% | -15.9% |
| YTD | +3.4% | +13.8% | -10.3% | -3.1% |
| 1Y | +8.7% | +15.2% | -6.6% | +1.0% |
| 3Y | +35.0% | +90.6% | -55.6% | -0.8% |
| 5Y | +204.2% | +88.9% | +115.4% | +123.1% |
| All | +49.5% | +340.3% | -290.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling